Perpetual Futures API Support

src/BinanceBot.Market/Abstracts/BaseMarketBot.cs

@@ -2,6 +2,7 @@
 using System.Collections.Generic;
 using System.Threading.Tasks;
 using Binance.Net.Objects.Models.Spot;
+using BinanceBot.Market.Domain;
 using NLog;
 
 namespace BinanceBot.Market;
@@ -19,15 +20,15 @@ public abstract class BaseMarketBot<TStrategy> :
     protected readonly TStrategy MarketStrategy;
 
 
-    protected BaseMarketBot(string symbol, TStrategy marketStrategy, Logger logger)
+    protected BaseMarketBot(MarketSymbol symbol, TStrategy marketStrategy, Logger logger)
     {
         Symbol = symbol ?? throw new ArgumentNullException(nameof(symbol));
         MarketStrategy = marketStrategy ?? throw new ArgumentNullException(nameof(marketStrategy));
         Logger = logger ?? LogManager.GetCurrentClassLogger();
     }
 
 
-    public string Symbol { get; }
+    public MarketSymbol Symbol { get; }
 
 
     public abstract Task RunAsync();

src/BinanceBot.Market/Abstracts/IMarketBot.cs

@@ -1,6 +1,7 @@
 using System.Collections.Generic;
 using System.Threading.Tasks;
 using Binance.Net.Objects.Models.Spot;
+using BinanceBot.Market.Domain;
 
 
 namespace BinanceBot.Market;
@@ -13,7 +14,7 @@ public interface IMarketBot
     /// <summary>
     /// Symbol
     /// </summary>
-    string Symbol { get; }
+    MarketSymbol Symbol { get; }
 
 
     /// <summary>

src/BinanceBot.Market/Abstracts/IMarketDepthPublisher.cs

@@ -1,6 +1,6 @@
 using System;
 using System.Collections.Generic;
-using BinanceBot.Market.Core;
+using BinanceBot.Market.Domain;
 
 namespace BinanceBot.Market;
 

src/BinanceBot.Market/Utility/DescDecimalComparer.cs → src/BinanceBot.Market/Core/DescDecimalComparer.cs

@@ -1,6 +1,6 @@
 using System.Collections.Generic;
 
-namespace BinanceBot.Market.Utility;
+namespace BinanceBot.Market.Core;
 
 /// <summary>
 /// Descending decimal comparer

src/BinanceBot.Market/Core/MarketDepth.cs → src/BinanceBot.Market/Domain/MarketDepth.cs

@@ -3,26 +3,26 @@
 using System.Linq;
 using Binance.Net.Enums;
 using Binance.Net.Objects.Models;
-using BinanceBot.Market.Utility;
+using BinanceBot.Market.Core;
+using BinanceBot.Market.Extensions;
 
-namespace BinanceBot.Market.Core;
+namespace BinanceBot.Market.Domain;
 
 /// <summary>
 /// Order book
 /// </summary>
 public class MarketDepth : IMarketDepthPublisher
 {
-    public MarketDepth(string symbol)
+    public MarketDepth(MarketSymbol symbol)
     {
-        if (string.IsNullOrEmpty(symbol))
+        if (symbol == null)
             throw new ArgumentException("Invalid symbol value", nameof(symbol));
 
         Symbol = symbol;
     }
 
 
-    public string Symbol { get; }
-
+    public MarketSymbol Symbol { get; }
 
     #region Ask section
     private readonly IDictionary<decimal, decimal> _asks = new SortedDictionary<decimal, decimal>();
@@ -59,14 +59,14 @@ public MarketDepth(string symbol)
     /// <summary>
     /// The best pair. If the order book is empty, will be returned <see langword="null"/>.
     /// </summary>
-    public MarketDepthPair BestPair => LastUpdateTime.HasValue 
-        ? new MarketDepthPair(BestAsk, BestBid, LastUpdateTime.Value) 
+    public MarketDepthPair BestPair => LastUpdateId.HasValue 
+        ? new MarketDepthPair(BestAsk, BestBid, LastUpdateId.Value) 
         : null;
 
     /// <summary>
     /// Last update of market depth
     /// </summary>
-    public long? LastUpdateTime { get; private set; }
+    public long? LastUpdateId { get; private set; }
 
 
 
@@ -77,13 +77,13 @@ public MarketDepth(string symbol)
     /// Update market depth
     /// </summary>
     /// <remarks>
-    public void UpdateDepth(IEnumerable<BinanceOrderBookEntry> asks, IEnumerable<BinanceOrderBookEntry> bids, long updateTime)
+    public void UpdateDepth(IEnumerable<BinanceOrderBookEntry> asks, IEnumerable<BinanceOrderBookEntry> bids, long updateId)
     {
-        if (updateTime <= 0)
-            throw new ArgumentOutOfRangeException(nameof(updateTime));
+        if (updateId <= 0)
+            throw new ArgumentOutOfRangeException(nameof(updateId));
 
         // if nothing was changed then return
-        if (updateTime <= LastUpdateTime) return;
+        if (updateId <= LastUpdateId) return;
         if (asks == null && bids == null) return;
 
 
@@ -111,10 +111,10 @@ static void UpdateOrderBook(IEnumerable<BinanceOrderBookEntry> updates, IDiction
         UpdateOrderBook(asks, _asks);
         UpdateOrderBook(bids, _bids);
         // set new update time
-        LastUpdateTime = updateTime;
+        LastUpdateId = updateId;
 
         // raise events
-        OnMarketDepthChanged(new MarketDepthChangedEventArgs(Asks, Bids, LastUpdateTime.Value));
+        OnMarketDepthChanged(new MarketDepthChangedEventArgs(Asks, Bids, LastUpdateId.Value));
         if(!BestPair.Equals(prevBestPair))
             OnMarketBestPairChanged(new MarketBestPairChangedEventArgs(BestPair));
     }

src/BinanceBot.Market/Core/MarketDepthPair.cs → src/BinanceBot.Market/Domain/MarketDepthPair.cs

@@ -1,6 +1,6 @@
 using System;
 
-namespace BinanceBot.Market.Core;
+namespace BinanceBot.Market.Domain;
 
 /// <summary>
 /// Order book's ask-bid pair

src/BinanceBot.Market/Domain/MarketSymbol.cs

@@ -0,0 +1,96 @@
+
+using System;
+
+namespace BinanceBot.Market.Domain;
+
+
+/// <summary>
+/// Market Contract type
+/// </summary>
+public enum ContractType
+{
+    /// <summary>
+    /// Spot market
+    /// </summary>
+    Spot,
+    /// <summary>
+    /// Futures contract
+    /// </summary>
+    Futures
+}
+
+
+/// <summary>
+/// A market symbol representation based on a Base and Quote asset and Contract type
+/// </summary>
+public record MarketSymbol
+{
+    /// <summary>
+    /// Initializes a new instance of the <see cref="MarketSymbol"/> class.
+    /// </summary>
+    /// <param name="baseAsset">The base asset of the trading pair (e.g., "BTC", "ETH")</param>
+    /// <param name="quoteAsset">The quote asset of the trading pair (e.g., "USDT", "BTC")</param>
+    /// <param name="contractType">The contract type (Spot or Futures)</param>
+    /// <exception cref="ArgumentException">Thrown when baseAsset or quoteAsset is null, empty or whitespace.</exception>
+    public MarketSymbol(string baseAsset, string quoteAsset, ContractType contractType)
+    {
+        if (string.IsNullOrWhiteSpace(baseAsset))
+            throw new ArgumentException("Base asset cannot be empty or whitespace", nameof(baseAsset));
+        if (string.IsNullOrWhiteSpace(quoteAsset))
+            throw new ArgumentException("Quote asset cannot be empty or whitespace", nameof(quoteAsset));
+
+        BaseAsset = baseAsset.Trim().ToUpperInvariant();
+        QuoteAsset = quoteAsset.Trim().ToUpperInvariant();
+        ContractType = contractType;
+    }
+
+    /// <summary>
+    /// Initializes a new instance of the <see cref="MarketSymbol"/> class from a pair string.
+    /// </summary>
+    /// <param name="pair">The trading pair in the format "BASE/QUOTE" (e.g., "BTC/USDT", "ETH/BTC")</param>
+    /// <param name="contractType">The contract type (Spot or Futures). Defaults to Spot.</param>
+    /// <exception cref="ArgumentException">Thrown when the pair is null, empty, or not in the correct format.</exception>
+    public MarketSymbol(string pair, ContractType contractType = ContractType.Spot)
+    {
+        if (string.IsNullOrWhiteSpace(pair))
+            throw new ArgumentException("Pair cannot be null or empty", nameof(pair));
+
+        var assets = pair.Split('/', StringSplitOptions.RemoveEmptyEntries | StringSplitOptions.TrimEntries);
+        if (assets.Length != 2)
+            throw new ArgumentException("Pair must be in the format 'BASE/QUOTE' (e.g., 'BTC/USDT')", nameof(pair));
+
+        if (string.IsNullOrWhiteSpace(assets[0]))
+            throw new ArgumentException("Base asset cannot be empty", nameof(pair));
+        if (string.IsNullOrWhiteSpace(assets[1]))
+            throw new ArgumentException("Quote asset cannot be empty", nameof(pair));
+
+        BaseAsset = assets[0].ToUpperInvariant();
+        QuoteAsset = assets[1].ToUpperInvariant();
+        ContractType = contractType;
+    }
+
+    /// <summary>
+    /// The base asset of the symbol
+    /// </summary>
+    public string BaseAsset { get; init; }
+
+    /// <summary>
+    /// The quote asset of the symbol
+    /// </summary>
+    public string QuoteAsset { get; init; }
+
+    /// <summary>
+    /// The symbol name in Binance API format (e.g., "BTCUSDT")
+    /// </summary>
+    public string FullName => $"{BaseAsset}{QuoteAsset}";
+
+    /// <summary>
+    /// The contract type of the symbol (Spot or Futures)
+    /// </summary>
+    public ContractType ContractType { get; init; }
+
+    /// <summary>
+    /// Returns a string representation in the format "BASE/QUOTE (ContractType)" (e.g., "BTC/USDT (Spot)")
+    /// </summary>
+    public override string ToString() => $"{BaseAsset}/{QuoteAsset} ({ContractType})";
+}

src/BinanceBot.Market/Core/Quote.cs → src/BinanceBot.Market/Domain/Quote.cs

@@ -1,7 +1,7 @@
 using System;
 using Binance.Net.Enums;
 
-namespace BinanceBot.Market.Core;
+namespace BinanceBot.Market.Domain;
 
 /// <summary>
 /// <see cref="MarketDepth"/> quote representing bid or ask

src/BinanceBot.Market/Utility/QuoteExtensions.cs → src/BinanceBot.Market/Extensions/QuoteExtensions.cs

@@ -1,9 +1,9 @@
 using System.Collections.Generic;
 using System.Linq;
 using Binance.Net.Enums;
-using BinanceBot.Market.Core;
+using BinanceBot.Market.Domain;
 
-namespace BinanceBot.Market.Utility;
+namespace BinanceBot.Market.Extensions;
 
 internal static class QuoteExtensions
 {